Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565330.7973 | 1449531.4447 | 115799.3526 | 10227250.4914 | 12710614.8687 | -2483364.3773 |
Total P&L (%) | 1565.3308 | 1449.5314 | 115.7994 | 10227.2505 | 12710.6149 | -2483.3644 |
Avg Daily Profit (%) | 0.7156 | 0.6627 | 0.0529 | 0.2122 | 0.2221 | 0 |
Buy And Hold Return (%) | 606.1006 | 606.1006 | 606.1006 | 606.1006 | 606.1006 | 606.1006 |
Max Trade Drawdown | -108308 | -75661 | -89362 | -6844593 | -4589150 | -4978501 |
Profit Factor | 2.9767 | 4.4662 | 1.3099 | 1.3612 | 1.8846 | 0.822 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Profitability (%) | 37.4582 | 38.6667 | 36.2416 | 37.4582 | 38.6667 | 36.2416 |
Ratio Avg Win / Avg Loss | 4.9701 | 7.0844 | 2.3044 | 2.2726 | 2.9894 | 1.4461 |
Largest Winning Trade | 799252 | 799252 | 58612 | 11791864 | 11791864 | 1569478 |
Largest Losing Trade | -25099 | -25099 | -18042 | -2336147 | -1614095 | -2336147 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 77 | 71 | 82 | 77 | 71 | 82 |
Avg Bars in Losers | 22 | 17 | 27 | 22 | 17 | 27 |
Bars Traded | 12847 | 5756 | 7091 | 12847 | 5756 | 7091 |
Profit Streak | 14.1773 | 14.1773 | 14.5106 | 14.1773 | 14.1773 | 14.5106 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446751 | 415270 | -291659 | 269020 | 295992 | -584030 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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